-22.5%
ACHR vs HBM
+424.8%
-447.3%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.1% | -5.8% | -6.4% |
| 7D | -9.2% | +2.2% | -11.5% | -10.0% |
| 30D | -1.0% | -11.8% | +10.8% | +5.1% |
| 3M | -42.2% | -19.2% | -23.0% | -36.6% |
| 6M | -38.2% | -22.9% | -15.3% | -31.6% |
| YTD | -46.4% | +7.8% | -54.2% | -50.6% |
| 1Y | -49.4% | +34.9% | -84.3% | -58.2% |
| 3Y | -22.5% | +422.2% | -444.7% | -74.6% |
| All | -22.5% | +424.8% | -447.3% | -74.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded HBM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling